-4.8%
UPST vs WCN
+66.9%
-71.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -0.9% |
| 7D | -3.5% | -0.6% | -2.9% | -3.1% |
| 30D | -7.1% | +0.4% | -7.6% | -7.4% |
| 3M | -13.1% | +7.3% | -20.4% | -17.7% |
| 6M | -1.1% | -2.5% | +1.4% | -0.7% |
| YTD | -35.9% | -5.4% | -30.5% | -34.3% |
| 1Y | -57.4% | -8.5% | -49.0% | -55.5% |
| 3Y | -14.9% | +20.8% | -35.7% | -33.1% |
| 5Y | -88.7% | +30.0% | -118.7% | -92.0% |
| All | -4.8% | +66.9% | -71.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling